This article explores the relationship between goal orientation, self-leadership dimensions, and adaptive and proactive work role performances. The authors hypothesize that learning orientation, in contrast to performance orientation, positively predicts proactive and adaptive work role performances and that this relationship is mediated by self-leadership behavior-focused strategies. It is posited that self-leadership natural reward strategies and thought pattern strategies are expected to moderate this relationship. Workers (N = 108) from a software company participated in this study. As expected, learning orientation did predict adaptive and proactive work role performance. Moreover, in the relationship between learning orientation and proactive work role performance through self-leadership behavior-focused strategies, a moderated mediation effect was found for self-leadership natural reward and thought pattern strategies. In the end, the authors discuss the results and implications are discussed and future research directions are proposed.